Linear stochastic differential equations in the dual of a multi-Hilbertian space
We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with c...
Saved in:
| Date: | 2008 |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4549 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Linear stochastic differential equations in the dual of a multi-Hilbertian space / L. Gawarecki, V. Mandrekar, B. Rajeev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 28–34. — Бібліогр.: 9 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4549 |
|---|---|
| record_format |
dspace |
| spelling |
Gawarecki, L. Mandrekar, V. Rajeev, B. 2009-12-03T16:35:05Z 2009-12-03T16:35:05Z 2008 Linear stochastic differential equations in the dual of a multi-Hilbertian space / L. Gawarecki, V. Mandrekar, B. Rajeev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 28–34. — Бібліогр.: 9 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4549 519.21 We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with coefficients which are differential operators violating the typical growth and monotonicity conditions. en Інститут математики НАН України Linear stochastic differential equations in the dual of a multi-Hilbertian space Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| spellingShingle |
Linear stochastic differential equations in the dual of a multi-Hilbertian space Gawarecki, L. Mandrekar, V. Rajeev, B. |
| title_short |
Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_full |
Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_fullStr |
Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_full_unstemmed |
Linear stochastic differential equations in the dual of a multi-Hilbertian space |
| title_sort |
linear stochastic differential equations in the dual of a multi-hilbertian space |
| author |
Gawarecki, L. Mandrekar, V. Rajeev, B. |
| author_facet |
Gawarecki, L. Mandrekar, V. Rajeev, B. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| description |
We prove the existence and uniqueness of strong solutions for linear stochastic differential equations in the space dual to a multi–Hilbertian space driven by a finite dimensional Brownian motion under relaxed assumptions on the coefficients. As an application, we consider equtions in S' with coefficients which are differential operators violating the typical growth and monotonicity conditions.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4549 |
| citation_txt |
Linear stochastic differential equations in the dual of a multi-Hilbertian space / L. Gawarecki, V. Mandrekar, B. Rajeev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 28–34. — Бібліогр.: 9 назв.— англ. |
| work_keys_str_mv |
AT gawareckil linearstochasticdifferentialequationsinthedualofamultihilbertianspace AT mandrekarv linearstochasticdifferentialequationsinthedualofamultihilbertianspace AT rajeevb linearstochasticdifferentialequationsinthedualofamultihilbertianspace |
| first_indexed |
2025-12-07T15:55:03Z |
| last_indexed |
2025-12-07T15:55:03Z |
| _version_ |
1850865513711796224 |